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ICCIX vs. ICSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICCIX vs. ICSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic International Opportunity Fund (ICCIX) and Dynamic U.S. Opportunity Fund (ICSIX). The values are adjusted to include any dividend payments, if applicable.

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ICCIX vs. ICSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICCIX
Dynamic International Opportunity Fund
-0.42%26.98%2.33%10.95%-13.47%1.05%27.19%6.62%-14.22%23.57%
ICSIX
Dynamic U.S. Opportunity Fund
-4.38%16.41%8.16%16.05%-7.52%16.14%18.73%25.95%-11.12%15.19%

Returns By Period

In the year-to-date period, ICCIX achieves a -0.42% return, which is significantly higher than ICSIX's -4.38% return. Over the past 10 years, ICCIX has underperformed ICSIX with an annualized return of 6.68%, while ICSIX has yielded a comparatively higher 9.94% annualized return.


ICCIX

1D
-0.28%
1M
-11.55%
YTD
-0.42%
6M
4.72%
1Y
20.65%
3Y*
11.28%
5Y*
4.51%
10Y*
6.68%

ICSIX

1D
-0.37%
1M
-6.73%
YTD
-4.38%
6M
-2.81%
1Y
11.78%
3Y*
10.12%
5Y*
7.66%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICCIX vs. ICSIX - Expense Ratio Comparison

ICCIX has a 1.62% expense ratio, which is higher than ICSIX's 1.24% expense ratio.


Return for Risk

ICCIX vs. ICSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICCIX
ICCIX Risk / Return Rank: 6565
Overall Rank
ICCIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ICCIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
ICCIX Omega Ratio Rank: 6464
Omega Ratio Rank
ICCIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
ICCIX Martin Ratio Rank: 6363
Martin Ratio Rank

ICSIX
ICSIX Risk / Return Rank: 4646
Overall Rank
ICSIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ICSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ICSIX Omega Ratio Rank: 4040
Omega Ratio Rank
ICSIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ICSIX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICCIX vs. ICSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic International Opportunity Fund (ICCIX) and Dynamic U.S. Opportunity Fund (ICSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ICCIXICSIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.89

+0.33

Sortino ratio

Return per unit of downside risk

1.65

1.29

+0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.56

1.22

+0.33

Martin ratio

Return relative to average drawdown

6.06

5.26

+0.80

ICCIX vs. ICSIX - Sharpe Ratio Comparison

The current ICCIX Sharpe Ratio is 1.23, which is higher than the ICSIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ICCIX and ICSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICCIXICSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.89

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.47

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.64

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.17

Correlation

The correlation between ICCIX and ICSIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ICCIX vs. ICSIX - Dividend Comparison

ICCIX's dividend yield for the trailing twelve months is around 4.11%, less than ICSIX's 20.01% yield.


TTM20252024202320222021202020192018201720162015
ICCIX
Dynamic International Opportunity Fund
4.11%4.09%7.11%2.35%1.28%0.88%0.80%1.71%1.97%1.60%1.90%2.01%
ICSIX
Dynamic U.S. Opportunity Fund
20.01%19.13%19.10%0.97%2.55%5.47%5.78%0.49%12.55%2.50%4.76%2.22%

Drawdowns

ICCIX vs. ICSIX - Drawdown Comparison

The maximum ICCIX drawdown since its inception was -28.83%, which is greater than ICSIX's maximum drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for ICCIX and ICSIX.


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Drawdown Indicators


ICCIXICSIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.83%

-25.63%

-3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-9.17%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-24.90%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-28.83%

-25.63%

-3.20%

Current Drawdown

Current decline from peak

-11.66%

-8.16%

-3.50%

Average Drawdown

Average peak-to-trough decline

-6.53%

-3.25%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.13%

+0.91%

Volatility

ICCIX vs. ICSIX - Volatility Comparison

Dynamic International Opportunity Fund (ICCIX) has a higher volatility of 8.17% compared to Dynamic U.S. Opportunity Fund (ICSIX) at 3.39%. This indicates that ICCIX's price experiences larger fluctuations and is considered to be riskier than ICSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICCIXICSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

3.39%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

7.88%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

14.11%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.32%

16.53%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.86%

15.62%

-1.76%